Thu, 27 Nov 2008

13:30 - 14:30
Gibson 1st Floor SR

Topology of Robot Motion Planning

Michael Farber
(University of Durham)
Abstract

I will describe a topological approach to the motion planning problem of

robotics which leads to a new homotopy invariant of topological spaces

reflecting their "navigational complexity". Technically, this invariant is

defined as the genus (in the sense of A. Schwartz) of a specific fibration.

Thu, 27 Nov 2008

13:00 - 14:00
DH 1st floor SR

Constrained portfolio optimisation via martingale techniques: on Azema- Yor processes as solutions to SDEs.

Jan Obloj
Abstract

I consider the problem of maximising the final utility of a portfolio which is constrained to satisfy the draw-down condition, i.e. the current value of the portfolio can not drop below a pre-specified funciton of its running maximum. It turns out that martingale techniques yield an explicit and rather elegant solution. The so- called Azema-Yor processes appear naturally and I take some time to introduce this class and discuss some of their remarkable properties.

In particular, I show how they can be characterised as (unique,

strong) solutions to SDEs called the Bachelier Eq and the Draw-Down Eq.

The talk is based (in particular) on a joint work with L. Carraro, N.

El Karoui and A. Meziou.

Thu, 27 Nov 2008

12:00 - 13:00
SR1

Introduction to Deformation Theory

Martijn Kool
(Oxford)
Abstract

In this talk I will discuss some elementary notions of deformation theory in algebraic geometry like Schlessinger's Criterion. I will describe obstructions and deformations of sheaves in detail and will point out relations to moduli spaces of sheaves.

Thu, 27 Nov 2008

11:00 - 12:30
DH 3rd floor SR

Numerical methods for finding periodic solutions of dynamical systems

Prof. Divakar Viswanath
(University of Michigan, USA)
Abstract

Recurrences have been central to the study of dynamical

systems ever since the inception of the subject. Periodic solutions

make the notion of recurrences exact. The Lorenz attractor is the best

known example of a strange attractor and we will describe a method to

find periodic solutions that lie on it. Additionally, we will consider

a turbulent channel flow and describe the computation of time periodic

solutions using nearly $300,000$ degrees of freedom to represent the

velocity field.

Wed, 26 Nov 2008

13:30 - 14:30
Gibson 1st Floor SR

Variational Methods in Nonlinear Schroedinger Equations

Eduard Kirr
(University of Illinois at Urbana Champaign, USA)
Abstract

The talk will survey old and recent applications of variational techniques in studying the existence, stability and bifurcations of time harmonic, localized in space solutions of the nonlinear Schroedinger equation (NLS). Such solutions are called solitons, when the equation is space invariant, and bound-states, when it is not. Due to the Hamiltonian structure of NLS, solitons/bound-states can be characterized as critical points of the energy functional restricted to sets of functions with fixed $L^2$ norm.

In general, the energy functional is not convex, nor is the set of functions with fixed $L^2$ norm closed under weak convergence. Hence the standard variational arguments fail to imply existence of global minimizers. In addition for ``critical" and ``supercritical" nonlinearities the restricted energy functional is not bounded from below. I will first review the techniques used to overcome these drawbacks.

Then I will discuss recent results in which the characterizations of bound-states as critical points (not necessarily global minima) of the restricted energy functional is used to show their orbital stability/instability with respect to the nonlinear dynamics and symmetry breaking phenomena as the $L^2$ norm of the bound-state is varied.

Tue, 25 Nov 2008

17:00 - 18:00
L2

On the abstract images of profinite groups

Nikolay Nikolov
(Imperial College)
Abstract

I will discuss the following

Conjecture B: Finitely generated abstract images of profinite groups are finite.

I will explain how it relates to the width of words and conjugacy classes in finite groups. I will indicate a proof in the special case of 'non-universal' profinite groups and propose several directions for future work.

This conjecture arose in my discussions with various participants of a workshop in Blaubeuren in May 2007 for which I am grateful. (You know who you are!)

Tue, 25 Nov 2008

14:30 - 15:30
L3

Testing expansion in bounded degree graphs really fast

Artur Czumaj
(Warwick)
Abstract

In the first part of the talk we will introduce the notion of property testing and briefly discuss some results in testing graph properties in the framework of property testing.

Then, we will discuss a recent result about testing expansion in bounded degree graphs. We focus on the notion of vertex-expansion:   \newline an $a$-expander is a graph $G = (V,E)$ in which every subset $U$ of $V$ of at most $|V|/2$ vertices has a neighborhood of size at least $a|U|$. Our main result is that one can distinguish good expanders from graphs that are far from being weak expanders in time approximately $O(n^{1/2})$.

We design a property testing algorithm that accepts every $a$-expander with probability at least 2/3 and rejects every graph that is $\epsilon$-far from an $a^*$-expander with probability at least 2/3, where $a^* = O(a^2/(d^2 log(n/\epsilon)))$, $d$ is the maximum degree of the graphs, and a graph is called $\epsilon$-far from an $a^*$-expander if one has to modify (add or delete) at least $\epsilon d n$ of its edges to obtain an $a^*$-expander. The algorithm assumes the bounded-degree graphs model with adjacency list graph representation and its running time is $O(d^2 n^{1/2} log(n/\epsilon)/(a^2 \epsilon^3))$.

This is a joint work with Christian Sohler.

Mon, 24 Nov 2008
17:00

Mathematical Modeling In Medicine, Sports and Technology

Professor Alfio Quarteroni
(l'École Polytechnique Fédérale de Lausanne)
Abstract

In the Gulbenkian Lecture Theatre, St Cross Building, Manor Road.

Tea will be available in the Arumugam Building, St. Catherine's College, from 4.15pm.

Mon, 24 Nov 2008
15:45
Oxford-Man Institute

Random walks in random environment on "Z"

Prof. Nathanael Enriquez
(Paris X)
Abstract

We consider transient random walks in random environment on Z with zero asymptotic speed. In a seminal paper, Kesten, Kozlov and Spitzer proved that the hitting time of the level "n" converges in law, after a proper normalization, towards a positive stable law, but the question of the description of its parameter was left open since that time. A new approach to this problem, based on a precise description of Sinai's potential, leads to a complete characterization of this stable law, making a tight link with Kesten's renewal series. The case of Dirichlet environment turns out to be remarkably explicit. Quenched results on this model will be presented if time permits.

Mon, 24 Nov 2008
14:15
Oxford-Man Institute

Numerical Solution of Stochastic Differential Equations Evolving on Manifolds

Dr. Anke Wiese
(Heriot-Watt University)
Abstract

We present numerical schemes for nonlinear stochastic differential equations whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action and subsequently to the corresponding Lie algebra.

We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. They become stochastic Lie group integrator schemes if we use Munthe-Kaas methods as the underlying ordinary differential integrator. Lastly, we demonstrate our methods by presenting some numerical examples

Mon, 24 Nov 2008

13:30 - 14:30
Gibson 1st Floor SR

Fine structures arising in diblock copolymers and reaction-diffusion systems

Yoshihito Oshita
(Okayama University, Japan)
Abstract

We consider a class of energy functionals containing a small parameter ε and a long-range interaction. Such functionals arise from models for phase separation in diblock copolymers and from stationary solutions of FitzHugh–Nagumo type systems.

On an interval of arbitrary length, we show that every global minimizer is periodic, and provide asymptotic expansions for the periods.

In 2D, periodic hexagonal structures are observed in experiments in certain di-block

copolymer melts. Using the modular function and an heuristic reduction of a mathematical model, we present a mathematical account of a hexagonal pattern selection observed in di-block copolymer melts.

We also consider the sharp interface problem arising in the singular limit,

and prove the existence and the nondegeneracy of solutions whose interface is a distorted circle in a two-dimensional bounded domain without any assumption on the symmetry of the domain.

Mon, 24 Nov 2008

12:00 - 13:00
L3

Summing the Instantons in the Heterotic String

Jock McOrist
(Chicago)
Abstract

Abstract: I will discuss some recent developments in understanding compactifications of the Heterotic string on Calabi-Yau manifolds. These compactifications are well-described by linear sigma models with (0,2) supersymmetry. I will show how to use these models to compute physical observables, such as genus zero Yukawa couplings, their singularity structure, and dependence on bundle moduli.

Fri, 21 Nov 2008
14:15
DH 1st floor SR

Optimal management of pension funds: a stochastic control approach

Fausto Gozzi
(Luiss)
Abstract

In this talk we present a work done with M. Di Giacinto (Università di Cassino - Italy) and Salvatore Federico (Scuola Normale - Pisa - Italy). The subject of the work is a continuous time stochastic model of optimal allocation for a defined contribution pension fund with a minimum guarantee. We adopt the point of view of a fund manager maximizing the expected utility from the fund wealth over an infinite horizon.

The level of wealth is constrained to stay above a "solvency level".

The model is naturally formulated as an optimal control problem of a stochastic delay equation with state constraints and is treated by the dynamic programming approach.

We first present the study in the simplified case of no delay where a satisfactory theory can be built proving the existence of regular feedback control strategies and then go to the more general case showing some first results on the value function and on its properties.

Thu, 20 Nov 2008

17:00 - 18:00
L3

Dependent Pairs

Ayhan Gunaydin
(Oxford)
Abstract

I will prove that certain pairs of ordered structures are dependent. There are basically two cases depending on whether the smaller structure is dense or discrete. I will discuss the proofs of two quite general theorems which construe the dividing line between these cases. Among examples are dense pairs of o-minimal structures in the first case, and tame pairs of o-minimal structures in the latter. This is joint work with P. Hieronymi.

Thu, 20 Nov 2008

14:00 - 15:00
Comlab

Approximation of harmonic maps and wave maps

Prof Soeren Bartels
(University of Bonn)
Abstract

Partial differential equations with a nonlinear pointwise constraint defined through a manifold occur in a variety of applications: The magnetization of a ferromagnet can be described by a unit length vector field and the orientation of the rod-like molecules that constitute a liquid crystal is often modeled by a vector field that attains its values in the real projective plane thus respecting the head-to-tail symmetry of the molecules. Other applications arise in geometric

modeling, quantum mechanics, and general relativity. Simple examples reveal that it is impossible to satisfy pointwise constraints exactly by lowest order finite elements. For two model problems we discuss the practical realization of the constraint, the efficient solution of the resulting nonlinear systems of equations, and weak accumulation of approximations at exact solutions.

Thu, 20 Nov 2008

12:00 - 13:00
SR1

The construction of ample <2>-polarised K3-fibrations

Alan Thompson
(Oxford)
Abstract

Fibrations are a valuable tool in the study of the geometry of higher dimensional algebraic varieties. By expressing a higher dimensional variety as a fibration by lower dimensional varieties, we can deduce much about its properties. Whilst the theory of elliptic fibrations is very well developed, fibrations by higher dimensional varieties, especially K3 surfaces, are only just beginning to be studied. In this talk I study a special case of the K3-fibration, where the general fibres admit a &lt;2&gt;-polarisation and the base of the fibration is a nonsingular curve.

Thu, 20 Nov 2008
12:00
Gibson 1st Floor SR

Elliptic equations in the plane satisfying a Carleson measure condition

David Rule
(University of Edinburgh)
Abstract

We study the Neumann and regularity boundary value problems for a divergence form elliptic equation in the plane. We assume the gradient

of the coefficient matrix satisfies a Carleson measure condition and consider data in L^p, 1

Wed, 19 Nov 2008
16:00
L3

TBA

James Vicary
(Comlab)
Wed, 19 Nov 2008

14:00 - 15:00
Gibson 1st Floor SR

An approach to solvability of the generalised Navier-Stokes equation

Vasily V. Zhikov
(Moscow State University and Vladimir State University, Russia)
Abstract

The Navier-Stokes equation with a non-linear viscous term will be considered, p is the exponent of non-linearity.

An existence theorem is proved for the case when the convection term is not subordinate to the viscous

term, in particular for the previously open case p

Tue, 18 Nov 2008

11:00 - 12:00
Gibson 1st Floor SR

Dynamic fracture based on Griffith's criterion

Christopher Larsen
(Worcester Polytechnic Institute, USA)
Abstract

There has been much recent progress in extending Griffith's criterion for

crack growth into mathematical models for quasi-static crack evolution

that are well-posed, in the sense that there exist solutions that can be

numerically approximated. However, mathematical progress in dynamic

fracture (crack growth consistent with Griffith's criterion, together with

elastodynamics) has been meager. We describe some recent results on a

phase-field model of dynamic fracture, as well as some models based on a

"sharp interface" instead of a phase-field.

Some possible strategies for showing existence for these last models will

also be described.

Mon, 17 Nov 2008
17:00
Gibson 1st Floor SR

A hyperbolic pertubation of the Navier-Stokes equations

Genevi&egrave;ve Raugel
(Universit&eacute; Paris Sud)
Abstract
Y. Brenier, R. Natalini and M. Puel have considered a ``relaxation" of the Euler equations in R2. After an approriate scaling, they have obtained the following hyperbolic version of the Navier-Stokes equations, which is similar to the hyperbolic version of the heat equation introduced by Cattaneo, $$\varepsilon u_{tt}^\varepsilon + u_t^\varepsilon -\Delta u^\varepsilon +P (u^\varepsilon \nabla u^\varepsilon) \, = \, Pf~, \quad (u^\varepsilon(.,0), u_t^\varepsilon(.,0)) \, = \, (u_0(.),u_1(.))~, \quad (1) $$ where $P$ is the classical Leray projector and $\varepsilon$ is a small, positive number. Under adequate hypotheses on the forcing term $f$, we prove global existence and uniqueness of a mild solution $(u^\varepsilon,u_t^\varepsilon) \in C^0([0, +\infty), H^{1}({\bf R}^2) \times L^2({\bf R}^2))$ of (1), for large initial data $(u_0,u_1)$ in $H^{1}({\bf R}2) \times L^2({\bf R}2)$, provided that $\varepsilon>0$ is small enough, thus improving the global existence results of Brenier, Natalini and Puel (actually, we can work in less regular Hilbert spaces). The proof uses appropriate Strichartz estimates, combined with energy estimates. We also show that $(u^\varepsilon,u_t^\varepsilon)$ converges to $(v,v_t)$ on finite intervals of time $[t_0,t_1]$, $0 <+ \infty$, when $\varepsilon$ goes to $0$, where $v$ is the solution of the corresponding Navier-Stokes equations $$ v_t -\Delta v +P (v\nabla v) \, = \, Pf~, \quad v(.,0) \, = \, u_0~. \quad (2) $$ We also consider Equation (1) in the three-dimensional case. Here we expect global existence results for small data. Under appropriate assumptions on the forcing term, we prove global existence and uniqueness of a mild solution $(u^\varepsilon,u_t^\varepsilon) \in C^0([0, +\infty), H^{1+\delta}({\bf R}^3) \times H^{\delta}({\bf R}^3))$ of (1), for initial data $(u_0,u_1)$ in $H^{1 +\delta}({\bf R}^3) \times H^{\delta}({\bf R}^3)$ (where $\delta >0 $ is a small positive number), provided that $\varepsilon > 0$ is small enough and that $u_0$ and $f$ satisfy a smallness condition. (Joint work with Marius Paicu)
Mon, 17 Nov 2008
15:45
L3

Around Baumslag-Solitar groups

Gilbert Levitt
Abstract

Baumslag-Solitar groups are very simple groups which are not Hopfian (they are isomorphic to proper quotients). I will discuss these groups, as well as their obvious generalizations, with emphasis on their automorphisms and their generating sets

Mon, 17 Nov 2008
15:45
Oxford-Man Institute

The story of three polytopes and what they tell us about information acquisition

Dr. Jared Tanner
(University of Edinburgh)
Abstract

We will examine the typical structure of random polytopes by projecting the three fundamental regular polytopes: the simplex, cross-polytope, and hypercube. Along the way we will explore the implications of their structure for information acquisition and optimization. Examples of these implications include: that an N-vector with k non-zeros can be recovered computationally efficiently from only n random projections with n=2e k log(N/n), or that for a surprisingly large set of optimization problems the feasible set is actually a point. These implications are driving a new signal processing paradigm, Compressed Sensing, which has already lead to substantive improvements in various imaging modalities. This work is joint with David L. Donoho.

Mon, 17 Nov 2008
14:15
Oxford-Man Institute

Allelic partition of Galton-Watson trees

Prof. Jean Bertoin
(Paris VI)
Abstract

We will consider a (sub) critical Galton-Watson process with neutral mutations (infinite alleles model), and decompose the entire population into clusters of individuals carrying the same allele. We shall specify the law of this allelic partition in terms of the distribution of the number of clone-children and the number of mutant-children of a typical individual. Some limit theorems related to the distribution of the allelic partition will be also presented.

Mon, 17 Nov 2008

12:30 - 13:30
Gibson 1st Floor SR

Order Parameters, Irreducible Tensors and the theory of Phase Transitions in Smectic Liquid Crystals

Mikhail Osipov
(Strathclyde)
Abstract

We discuss how various types of orientational and

translational ordering in different liquid crystal phases are

described by macroscopic tensor order parameters. In

particular, we consider a mean-field molecular-statistical

theory of the transition from the orthogonal uniaxial smectic

phase and the tilted biaxial phase composed of biaxial

molecules. The relationship between macroscopic order

parameters, molecular invariant tensors and the symmetry of

biaxial molecules is discussed in detail. Finally we use

microscopic and macroscopic symmetry arguments to consider the

mechanisms of the ferroelectric ordering in tilted smectic

phases determined by molecular chirality.

Mon, 17 Nov 2008

12:00 - 13:00
L3

Chern-Simons quivers and Sasaki-Einstein manifolds

James Sparks
(Oxford)
Abstract

Abstract: There has been considerable interest recently in the relation between certain 3d supersymmetric Chern-Simons theories, M2-branes, and the AdS_4/CFT_3 correspondence. In this talk I will show that the moduli space of a 3d N=2 Chern-Simons quiver gauge theory always contains a certain branch of the moduli space of a parent 4d N=1 quiver gauge theory. In particular, starting with a 4d quiver theory dual to a Calabi-Yau 3-fold singularity, for certain general choices of Chern-Simons levels this branch of the corresponding 3d theory is a Calabi-Yau 4-fold singularity. This leads to a simple general method for constructing candidate 3d N=2 superconformal Chern-Simons quivers with AdS_4 gravity duals. As simple, but non-trivial, examples, I will identify a family of Chern-Simons quiver gauge theories which are candidate AdS_4/CFT_3 duals to an infinite class of toric Sasaki-Einstein seven-manifolds with explicit metrics.

Fri, 14 Nov 2008
14:15
DH 1st floor SR

Quadratic and superquadratic backward stochastic differential equations and applications

Ying Hu
(Rennes)
Abstract

We begin by the study of the problem of the exponential utility maximization. As opposed to most of the papers dealing with this subject, the investors’ trading strategies we allow underly constraints described by closed, but not necessarily convex, sets. Instead of the well-known convex duality approach, we apply a backward stochastic differential equation (BSDE) approach. This leads to the study of quadratic BSDEs. The second part gives the recent result on the existence and uniqueness of solution to quadratic BSDEs. We give also the connection between these BSDEs and quadratic PDEs. The last part will show that quadratic BSDE is critic. That is, if the BSDE is superquadratic, there exists always some BSDE without solution; and there is infinite many solutions when there is one solution. This phenomenon does not exist for quadratic and superquadratic PDEs.